+4.0%
TXT vs EPAM
-4.9%
+8.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -1.9% |
| 7D | -2.5% | +13.4% | -15.9% | -2.6% |
| 30D | +14.4% | +47.1% | -32.7% | +13.8% |
| 3M | -4.9% | +71.2% | -76.1% | -5.8% |
| 6M | -10.2% | +48.9% | -59.1% | -10.9% |
| YTD | -4.1% | -22.2% | +18.1% | -3.4% |
| 1Y | +4.0% | -5.2% | +9.1% | -1.4% |
| All | +4.0% | -4.9% | +8.9% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling